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Foreign-Exchange-Rate Forecasting with Artificial Neural Networks (Paperback, Softcover reprint of hardcover 1st ed. 2007) Loot Price: R4,116
Discovery Miles 41 160
Foreign-Exchange-Rate Forecasting with Artificial Neural Networks (Paperback, Softcover reprint of hardcover 1st ed. 2007):...

Foreign-Exchange-Rate Forecasting with Artificial Neural Networks (Paperback, Softcover reprint of hardcover 1st ed. 2007)

Lean Yu, Shouyang Wang, Kin Keung Lai

Series: International Series in Operations Research & Management Science, 107

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Loot Price R4,116 Discovery Miles 41 160 | Repayment Terms: R386 pm x 12*

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The book focuses on forecasting foreign exchange rates via artificial neural networks. It creates and applies the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange-rate forecasting. The result is an up-to-date review of the most recent research developments in forecasting foreign exchange rates coupled with a highly useful methodological approach to predicting rate changes in foreign currency exchanges. Foreign Exchange Rate Forecasting with Artificial Neural Networks is targeted at both the academic and practitioner audiences. Managers, analysts and technical practitioners in financial institutions across the world will have considerable interest in the book, and scholars and graduate students studying financial markets and business forecast will also have considerable interest in the book.

The book discusses the most important advances in foreign-exchange-rate forecasting and then systematically develops a number of new, innovative, and creatively crafted neural network models that reduce the volatility and speculative risk in the forecasting of foreign exchange rates. The book discusses and illustrates three general types of ANN models. Each of these model types reflect the following innovative and effective characteristics: (1) The first model type is a three-layer, feed-forward neural network with instantaneous learning rates and adaptive momentum factors that produce learning algorithms (both online and offline algorithms) to predict foreign exchange rates. (2) The second model type is the three innovative hybrid learning algorithms that have been created by combining ANNs with exponential smoothing, generalized linear auto-regression, and genetic algorithms. Each of these three hybrid algorithms has been crafted to forecast various aspects synergetic performance. (3) The third model type is the three innovative ensemble learning algorithms that combining multiple neural networks into an ensemble output. Empirical results reveal that these creative models can produce better performance with high accuracy or high efficiency.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: International Series in Operations Research & Management Science, 107
Release date: November 2010
First published: 2007
Authors: Lean Yu • Shouyang Wang • Kin Keung Lai
Dimensions: 235 x 155 x 18mm (L x W x T)
Format: Paperback
Pages: 316
Edition: Softcover reprint of hardcover 1st ed. 2007
ISBN-13: 978-1-4419-4404-7
Categories: Books > Science & Mathematics > Mathematics > Numerical analysis
Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Business & Economics > Business & management > Management & management techniques > Operational research
Books > Computing & IT > Applications of computing > Artificial intelligence > General
Books > Money & Finance > General
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LSN: 1-4419-4404-4
Barcode: 9781441944047

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